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hat is the alpha of asset X? E(r) Std Dev Beta Risk-free 2% Asset X 10% 20% 0.5 Asset Y 6% 30% 1 Market 8%
hat is the alpha of asset X?
| E(r) | Std Dev | Beta |
Risk-free | 2% |
|
|
Asset X | 10% | 20% | 0.5 |
Asset Y | 6% | 30% | 1 |
Market | 8% | 20% | 1 |
Question 5 options:
1% | |
2% | |
4% | |
6% | |
5% | |
3% |
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